GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,217 COMMITMENTS 1,724 1,879 163 33,261 33,138 35,148 35,180 69 37 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -7,838) 332 -2,524 80 -8,221 -5,089 -7,809 -7,533 -29 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 5.3 0.5 94.4 94.1 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 4 2 39 44 42 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,724 COMMITMENTS 469 0 295 27,858 28,219 28,622 28,514 102 210 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,282) -314 0 295 -3,278 -3,567 -3,297 -3,272 15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 1.0 97.0 98.2 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 0 1 29 37 32 38 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,483 COMMITMENTS 146 216 55 3,915 4,203 4,116 4,474 1,367 1,009 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -569) 24 0 -24 -283 -419 -283 -443 -286 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.9 1.0 71.4 76.7 75.1 81.6 24.9 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 19 18 20 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,718 COMMITMENTS 545 151 130 6,848 7,100 7,523 7,381 1,195 1,337 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -339) -383 -64 10 280 -204 -93 -258 -246 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 1.7 1.5 78.6 81.4 86.3 84.7 13.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 1 2 39 39 43 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,962 COMMITMENTS 495 318 297 5,720 5,896 6,512 6,511 450 451 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,268) -71 -27 -74 -1,109 -1,113 -1,254 -1,214 -14 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 4.6 4.3 82.2 84.7 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 4 5 6 47 53 54 61 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 13,198 COMMITMENTS 0 525 0 12,653 12,633 12,653 13,158 545 40 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,783) 0 300 -300 -3,533 -3,773 -3,833 -3,773 50 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 0.0 95.9 95.7 95.9 99.7 4.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 0 23 14 23 16 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 318,482 COMMITMENTS 52,833 28,177 41,883 181,402 223,841 276,118 293,901 42,364 24,581 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -5,539) -4,243 706 4,434 -6,044 -8,496 -5,853 -3,356 314 -2,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 8.8 13.2 57.0 70.3 86.7 92.3 13.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 40 33 46 70 85 137 142 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,673 COMMITMENTS 400 1,125 450 14,803 13,934 15,653 15,509 20 164 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -4,837) 200 -181 -350 -4,707 -4,455 -4,857 -4,986 20 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 7.2 2.9 94.4 88.9 99.9 99.0 0.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 5 4 38 46 43 54 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,964 COMMITMENTS 1,895 0 50 4,755 6,624 6,700 6,674 264 290 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,637) 75 0 -25 -2,630 -2,467 -2,580 -2,492 -57 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 0.0 0.7 68.3 95.1 96.2 95.8 3.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 0 1 20 17 25 18 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,471 COMMITMENTS 2,323 155 486 5,620 7,810 8,429 8,451 42 20 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 1.8 5.7 66.3 92.2 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 7 12 9 15 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,781 COMMITMENTS 158 225 189 2,396 1,815 2,743 2,229 1,038 1,552 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -345) -2 -22 -19 -343 -163 -364 -204 19 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 6.0 5.0 63.4 48.0 72.5 59.0 27.5 41.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 16 16 19 19 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 796,717 COMMITMENTS 104,781 263,397 241,805 376,972 248,599 723,558 753,801 73,159 42,916 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -11,824) -10,121 -17,249 10,764 -9,346 -1,022 -8,703 -7,507 -3,121 -4,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 33.1 30.4 47.3 31.2 90.8 94.6 9.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 70 99 118 90 74 238 227 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,790 COMMITMENTS 0 1,495 88 34,885 37,469 34,973 39,052 9,817 5,738 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,557) 0 -982 0 -36 -1,696 -36 -2,678 -2,521 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.2 77.9 83.7 78.1 87.2 21.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 15 15 16 16 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,079 COMMITMENTS 0 0 0 45,360 41,629 45,360 41,629 6,719 10,450 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -5,978) 0 0 0 -5,408 -5,562 -5,408 -5,562 -570 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.1 79.9 87.1 79.9 12.9 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 17 18 17 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,304 COMMITMENTS 0 0 0 50,354 57,273 50,354 57,273 10,950 4,031 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,398) 0 0 0 -2,164 -1,864 -2,164 -1,864 766 466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 82.1 93.4 82.1 93.4 17.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 16 14 16 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,015 COMMITMENTS 3,879 1,097 4,539 40,552 46,185 48,970 51,821 11,045 8,194 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -5,221) 1,048 -1,184 -632 -7,292 -3,610 -6,876 -5,426 1,655 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 1.8 7.6 67.6 77.0 81.6 86.3 18.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 15 16 18 19 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,289 COMMITMENTS 3,785 0 3,668 46,056 55,319 53,509 58,987 11,780 6,302 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -4,010) -876 0 -68 -3,107 -4,442 -4,051 -4,510 41 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 5.6 70.5 84.7 82.0 90.3 18.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 2 18 16 21 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 117,841 COMMITMENTS 0 10,655 2,861 108,741 99,963 111,602 113,479 6,239 4,362 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -11,364) 0 -712 -792 -10,091 -8,736 -10,883 -10,240 -481 -1,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 2.4 92.3 84.8 94.7 96.3 5.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 3 27 30 30 33 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,262 COMMITMENTS 0 1,165 1,305 89,818 90,584 91,123 93,054 7,139 5,208 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -5,133) 0 -78 -18 -4,551 -4,659 -4,569 -4,755 -564 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 1.3 91.4 92.2 92.7 94.7 7.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 22 21 23 22 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,146 COMMITMENTS 5,468 0 7,219 135,570 149,845 148,257 157,064 14,889 6,082 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -7,793) 985 -429 272 -10,730 -7,206 -9,473 -7,363 1,680 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 4.4 83.1 91.8 90.9 96.3 9.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 2 29 32 31 34 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,613,514 COMMITMENTS 491,623 133,547 802,089 1300422 1657196 2594134 2592832 19,380 20,682 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -80,030) 10,126 -5,428 -28,594 -62,553 -47,294 -81,021 -81,316 991 1,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 5.1 30.7 49.8 63.4 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 36 27 60 104 92 170 154 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 916,954 COMMITMENTS 80,586 103,130 169,720 663,314 640,402 913,620 913,252 3,334 3,702 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -105,361) -10,288 -33,625 -29,101 -67,125 -42,872 -106,514 -105,598 1,153 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 11.2 18.5 72.3 69.8 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 20 26 38 41 37 82 80 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,630 COMMITMENTS 915 240 45 6,475 7,110 7,435 7,395 195 235 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 85) 0 -30 30 55 105 85 105 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 3.1 0.6 84.9 93.2 97.4 96.9 2.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 15 15 17 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,217 COMMITMENTS 0 924 0 6,058 5,039 6,058 5,963 159 254 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,663) 0 -320 0 -1,651 -1,464 -1,651 -1,784 -12 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.9 0.0 97.4 81.1 97.4 95.9 2.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 0 26 23 26 24 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,203 COMMITMENTS 0 0 0 2,174 2,179 2,174 2,179 29 24 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -822) 0 0 0 -791 -831 -791 -831 -31 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 98.9 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 19 14 19 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,991 COMMITMENTS 40 25 30 1,402 1,577 1,472 1,632 519 359 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -503) -7 25 15 -433 -417 -425 -377 -78 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.3 1.5 70.4 79.2 73.9 82.0 26.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 20 21 21 23 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,257 COMMITMENTS 5,728 280 952 31,773 39,535 38,453 40,767 2,804 490 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,793) 16 -140 -534 -1,478 -1,268 -1,996 -1,942 203 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 0.7 2.3 77.0 95.8 93.2 98.8 6.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 3 32 29 36 34 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,330 COMMITMENTS 0 728 40 13,594 13,584 13,634 14,352 1,696 978 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -660) 0 -46 0 -609 -522 -609 -568 -51 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.3 88.7 88.6 88.9 93.6 11.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 20 20 21 23 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,815 COMMITMENTS 649 0 0 8,202 9,062 8,851 9,062 1,964 1,753 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 75.8 83.8 81.8 83.8 18.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 16 14 17 14 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,266 COMMITMENTS 0 2,020 200 26,966 27,738 27,166 29,958 3,100 308 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -864) 0 -126 0 -780 -718 -780 -844 -84 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.7 89.1 91.6 89.8 99.0 10.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 2 27 23 29 25 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,103 COMMITMENTS 180 102 122 10,098 10,822 10,400 11,046 1,703 1,057 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -352) -100 16 -16 -171 -94 -287 -94 -65 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.8 1.0 83.4 89.4 85.9 91.3 14.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 21 17 23 19 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 26,410 COMMITMENTS 0 1,100 0 26,155 25,055 26,155 26,155 255 255 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,604) 0 -525 0 -2,859 -2,079 -2,859 -2,604 255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.0 99.0 94.9 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 8 13 9 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,873 COMMITMENTS 132 20 12 12,543 12,773 12,687 12,805 1,186 1,068 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -572) 0 0 0 -679 -522 -679 -522 107 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.1 0.1 90.4 92.1 91.5 92.3 8.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 25 21 26 23 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,105 COMMITMENTS 0 0 0 7,999 8,281 7,999 8,281 1,106 824 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -378) 0 0 0 -482 -360 -482 -360 104 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.9 91.0 87.9 91.0 12.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 18 21 18 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,724 COMMITMENTS 0 510 0 49,362 49,150 49,362 49,660 362 64 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,560) 0 510 0 -1,602 -2,091 -1,602 -1,581 42 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 99.3 98.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 13 11 13 12 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 732,473 COMMITMENTS 0 9,360 0 732,473 723,113 732,473 732,473 0 0 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -31,704) 0 9,360 0 -31,704 -41,064 -31,704 -31,704 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 16 10 16 11 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,297 COMMITMENTS 0 880 0 35,297 34,417 35,297 35,297 0 0 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,562) 0 -420 0 -2,562 -2,142 -2,562 -2,562 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 10 14 11 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,172 COMMITMENTS 440 0 0 33,967 34,917 34,407 34,917 765 255 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,278) 440 0 0 838 1,278 1,278 1,278 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 96.6 99.3 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 15 9 16 9 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 509,812 COMMITMENTS 0 0 0 509,812 509,812 509,812 509,812 0 0 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 23,624) 0 0 0 23,624 23,624 23,624 23,624 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 13 14 13 14 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,301 COMMITMENTS 0 0 0 67,257 67,301 67,257 67,301 44 0 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -4,095) 0 0 0 -4,074 -4,095 -4,074 -4,095 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 17 15 17 15 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,146,387 COMMITMENTS 0 0 0 1146387 1146387 1146387 1146387 0 0 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -75,480) 0 0 0 -75,480 -75,480 -75,480 -75,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 17 14 17 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 210,548 COMMITMENTS 1,431 0 315 208,802 210,082 210,548 210,397 0 151 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,470) -567 0 147 -3,050 -3,701 -3,470 -3,554 0 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.1 99.2 99.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 0 1 25 27 27 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,684,316 COMMITMENTS 0 1,540 0 3684316 3682776 3684316 3684316 0 0 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -110,269) 0 -2,040 0 -110,269 -108,229 -110,269 -110,269 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 1 0 23 25 23 26 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,635 COMMITMENTS 1,422 2,030 0 58,213 57,350 59,635 59,380 0 255 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,643) -105 -105 0 -2,538 -2,538 -2,643 -2,643 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.4 0.0 97.6 96.2 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 0 26 20 28 21 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,143,537 COMMITMENTS 28,790 64,200 0 1114747 1079337 1143537 1143537 0 0 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -48,437) -1,224 -2,040 0 -47,213 -46,397 -48,437 -48,437 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 5.6 0.0 97.5 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 0 26 25 28 27 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,954 COMMITMENTS 1,100 0 0 54,810 55,699 55,910 55,699 44 255 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,276) -525 0 0 -2,751 -3,276 -3,276 -3,276 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 98.0 99.5 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 25 27 26 27 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,719 COMMITMENTS 88 440 0 9,077 9,024 9,165 9,464 554 255 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,068) -42 -210 0 -1,494 -858 -1,536 -1,068 468 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.5 0.0 93.4 92.8 94.3 97.4 5.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 14 14 15 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 17,043 COMMITMENTS 510 0 0 15,959 16,214 16,469 16,214 574 829 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -297) 0 0 0 -552 -297 -552 -297 255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 93.6 95.1 96.6 95.1 3.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 12 16 12 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 471,678 COMMITMENTS 0 19,025 0 471,678 452,653 471,678 471,678 0 0 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -41,616) 0 -10,200 0 -41,616 -31,416 -41,616 -41,616 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 0.0 100.0 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 9 13 10 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,049,052 COMMITMENTS 19,786 27,265 7,610 1021656 1014177 1049052 1049052 0 0 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -59,206) -10,200 2,856 -2,856 -46,150 -59,206 -59,206 -59,206 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 2.6 0.7 97.4 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 1 24 26 27 28 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,237 COMMITMENTS 140 0 626 26,249 27,275 27,015 27,901 1,222 336 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 548) 60 0 0 251 521 311 521 237 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 2.2 93.0 96.6 95.7 98.8 4.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 0 4 37 35 42 39 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,268 COMMITMENTS 475 0 0 14,529 14,647 15,004 14,647 264 621 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 214) 15 0 -15 154 219 154 204 60 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 95.2 95.9 98.3 95.9 1.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 14 17 14 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,236 COMMITMENTS 0 0 0 8,594 8,254 8,594 8,254 642 982 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,008) 0 0 0 -1,045 -1,153 -1,045 -1,153 37 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.0 89.4 93.0 89.4 7.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 25 19 25 19 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,058 COMMITMENTS 0 0 0 9,712 9,391 9,712 9,391 346 667 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -585) 0 0 0 -501 -500 -501 -500 -84 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.6 93.4 96.6 93.4 3.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 21 21 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,433,324 COMMITMENTS 336,668 206,560 361,860 649,345 793,908 1347873 1362328 85,451 70,996 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 38,651) 13,514 8,677 17,389 5,696 15,301 36,599 41,367 2,052 -2,716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 14.4 25.2 45.3 55.4 94.0 95.0 6.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 140 103 165 89 104 327 298 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 231,622 COMMITMENTS 27,164 13,688 14,455 152,348 152,246 193,967 180,389 37,655 51,233 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -16,721) 2,356 -2,032 -1,923 -15,010 -9,481 -14,577 -13,436 -2,144 -3,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 5.9 6.2 65.8 65.7 83.7 77.9 16.3 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 2 5 25 25 32 32 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,307 COMMITMENTS 158 2,894 58 34,896 32,107 35,112 35,059 195 248 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -9,386) 50 -845 -250 -9,256 -8,366 -9,456 -9,461 70 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 8.2 0.2 98.8 90.9 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 7 2 36 39 39 47 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,502 COMMITMENTS 8,486 36,106 4,493 90,549 61,982 103,528 102,581 3,974 4,921 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 584) 0 2,068 138 97 -1,705 235 501 349 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 33.6 4.2 84.2 57.7 96.3 95.4 3.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 12 14 27 26 42 43 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,078 COMMITMENTS 2,735 2,819 4,152 27,549 27,625 34,436 34,596 2,642 2,482 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,190) 500 0 196 328 1,089 1,024 1,285 166 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 7.6 11.2 74.3 74.5 92.9 93.3 7.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 4 4 15 16 21 22 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,318 COMMITMENTS 4,750 550 0 11,518 15,718 16,268 16,268 50 50 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,385) -548 -200 0 -1,710 -2,160 -2,258 -2,360 -127 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 3.4 0.0 70.6 96.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 0 18 21 20 24 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,597 COMMITMENTS 18,850 2,461 181 3,339 22,185 22,370 24,827 3,227 770 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 895) 597 342 70 37 503 704 915 191 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.6 9.6 0.7 13.0 86.7 87.4 97.0 12.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 82 18 5 23 33 109 54 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,603 COMMITMENTS 27,971 930 108 4,916 36,375 32,995 37,413 5,608 1,190 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 697) 464 166 77 -109 270 432 513 265 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 2.4 0.3 12.7 94.2 85.5 96.9 14.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 97 8 1 16 36 113 45 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,836 COMMITMENTS 72,486 15,644 30,979 155,302 218,103 258,767 264,726 19,069 13,110 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 771) -1,037 -196 480 3,758 846 3,201 1,130 -2,430 -359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 5.6 11.2 55.9 78.5 93.1 95.3 6.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 60 28 43 80 82 167 132 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,962 COMMITMENTS 2,518 519 1,128 14,561 15,582 18,207 17,229 3,755 4,733 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,749) -31 -192 -499 -990 -1,323 -1,520 -2,014 -1,229 -735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 2.4 5.1 66.3 70.9 82.9 78.4 17.1 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 3 18 21 22 24 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,996 COMMITMENTS 222 310 0 4,640 4,573 4,862 4,883 134 113 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,776) -28 178 -322 -1,359 -1,645 -1,709 -1,789 -67 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 6.2 0.0 92.9 91.5 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 0 25 27 27 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 48,312 COMMITMENTS 260 461 38 46,774 47,333 47,072 47,832 1,240 480 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -8,342) -480 -399 0 -7,793 -7,893 -8,273 -8,292 -69 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.0 0.1 96.8 98.0 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 1 34 31 36 32 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,079 COMMITMENTS 400 0 0 14,429 15,079 14,829 15,079 250 0 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -4,120) -200 0 0 -3,915 -4,120 -4,115 -4,120 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 95.7 100.0 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 19 20 20 20 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,099 COMMITMENTS 650 150 0 5,049 5,799 5,699 5,949 400 150 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,037) 0 -50 0 -1,167 -1,137 -1,167 -1,187 130 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 2.5 0.0 82.8 95.1 93.4 97.5 6.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 0 24 23 27 25 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,137 COMMITMENTS 1,830 0 0 13,017 14,542 14,847 14,542 290 595 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,162) -1,954 0 0 -978 -3,062 -2,932 -3,062 -230 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.0 0.0 86.0 96.1 98.1 96.1 1.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 0 30 19 33 19 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,911 COMMITMENTS 886 830 203 13,031 13,410 14,120 14,443 791 468 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,317) -139 -93 -12 -2,101 -2,107 -2,252 -2,212 -65 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 5.6 1.4 87.4 89.9 94.7 96.9 5.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 2 2 28 30 33 33 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,037 COMMITMENTS 0 1,510 114 12,771 11,225 12,885 12,849 152 188 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,285) 0 520 -298 -2,758 -3,242 -3,056 -3,020 -229 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.6 0.9 98.0 86.1 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 5 2 23 24 25 29 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,881 COMMITMENTS 4,985 1,380 1,364 24,106 27,905 30,455 30,649 426 232 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -952) 1,107 -176 192 -457 -645 842 -629 -1,794 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 4.5 4.4 78.1 90.4 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 3 6 33 31 42 38
Updated November 5, 2010